Estimation of Multichannel Mixed Spectra

descriptionPublicationkeyboard_double_arrow_right Article 24 Aug 2005 United States Publisher:IEEEJournal:IEEE Seventh SP Workshop on Statistical Signal and Array Processing

Authors: Nagesha, V.; Kay, S.;

doi: 10.1109/ssap.1994.572425

Estimation of Multichannel Mixed Spectra

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Abstract

Statistical inference for vector time series having a mixed spectral representation is considered. The approach is to use a finite-parameter model and compute the maximum likelihood estimates of the underlying descriptors. Statistically/computationally efficient implementations are studied.

Country

United States

Related Organizations

University of Rhode Island
United States
Bell Labs
United States

Keywords

330

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